+662.9%
PHM vs ACM
+131.3%
+531.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.1% | +5.1% | -11.2% | -8.6% |
| 30D | +13.7% | +18.7% | -4.9% | +4.0% |
| 3M | -1.5% | +15.5% | -17.0% | -9.1% |
| 6M | +11.3% | +1.2% | +10.1% | +9.2% |
| YTD | +8.9% | -25.2% | +34.2% | +23.6% |
| 1Y | +6.1% | -46.3% | +52.4% | +43.9% |
| 3Y | +57.7% | -9.6% | +67.2% | +56.0% |
| 5Y | +159.0% | +4.4% | +154.6% | +134.0% |
| All | +662.9% | +131.3% | +531.5% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling